+57.6%
VALE vs ROP
-24.5%
+82.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.1% |
| 7D | -0.2% | -8.0% | +7.8% | -2.0% |
| 30D | +9.7% | -2.7% | +12.5% | +9.1% |
| 3M | +5.3% | +16.6% | -11.3% | +9.6% |
| 6M | +0.5% | +10.4% | -9.8% | +3.4% |
| YTD | +20.6% | -12.1% | +32.7% | +20.5% |
| 1Y | +57.6% | -23.6% | +81.2% | +57.0% |
| All | +57.6% | -24.5% | +82.1% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling